A “mystery” in the New Testament is a special truth that God reveals to us; if God would not have revealed it, we would not know it or understand it. A “mystery” is God revealing something important to us. When we believe the mystery that God reveals, then we are wise. If you do not believe what God reveals, then you are foolish.
In the Book of Revelation, the mystery that is revealed is this: that there is an Unholy Trinity at work in the world: (1) Satan, (2) all ungodly secular influences, and (3) all the false religions, false teachers, and false doctrines.
This Unholy Trinity is called Babylon the Great. Babylon the Great wars against Christ, His Word, and His People.